+14.1%
KGC vs FRMI
-78.6%
+92.7%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.5% | -1.8% | -4.0% |
| 7D | -8.4% | +10.9% | -19.3% | -9.8% |
| 30D | +6.3% | -24.3% | +30.6% | +9.8% |
| 3M | +22.4% | -21.8% | +44.2% | +24.1% |
| 6M | -11.4% | -33.0% | +21.6% | -9.8% |
| YTD | +3.1% | -32.6% | +35.8% | +4.2% |
| All | +14.1% | -78.6% | +92.7% | +33.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FRMI.
Daily Out/Under-Performance
Portfolio return minus FRMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRMI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded FRMI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling